Kevin T. Chu

SIAM Annual Meeting,
San Diego, CA,
July 10, 2008

Authors

Kevin T. Chu (Serendipity Research)

Abstract

This talk presents a novel technique based on optimal time step selection that
transforms low-order finite-difference schemes into high-order numerical
methods for time-dependent PDEs. For example, optimal time step selection can
achieve high-order accuracy using simple schemes based on forward Euler time
integration and low-order stencils for spatial derivatives. We demonstrate
the utility of optimal time step selection on several classical PDEs in one
and two space dimensions (on both regular and irregular domains) and explain
the observed orders of convergence through straightforward numerical analysis
arguments.